A hedge fund has created a portfolio using just two stocks. It has shorted $35,000,000 worth of Oracle stock and has purchased $85,000,000 of Intel stock. The correlation between Oracle's and Intel's returns is 0.65. The expected returns and standard deviations of the two stocks are given in the following table FEE a. What is the expected return of the hedge fund's portfolio? b. What is the standard deviation of the hedge fund's portfolio? a. What is the expected return of the hedge fund's portfolio? The expected return of the hedge fund's portfolio is % (Round to two decimal places.) X Data table (Click on the following icon , in order to copy its contents into a spreadsheet.) Expected Return Standard Deviation Oracle 12.00% 45.00% Intel 14.50% 40.00%